+27.0%
BROS vs DLTR
+49.0%
-22.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -6.7% | +2.5% | -9.1% | -7.5% |
| 30D | -29.1% | +2.1% | -31.1% | -29.6% |
| 3M | -16.7% | +20.3% | -37.0% | -21.9% |
| 6M | -11.6% | +11.5% | -23.1% | -15.7% |
| YTD | -23.9% | +6.8% | -30.8% | -26.7% |
| 1Y | -34.8% | +31.1% | -65.9% | -41.6% |
| 3Y | +62.1% | +10.7% | +51.4% | +48.4% |
| All | +27.0% | +49.0% | -22.0% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DLTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling